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PPFB.DE vs. DGZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPFB.DE vs. DGZ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (PPFB.DE) and DB Gold Short Exchange Traded Notes (DGZ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PPFB.DE is traded in EUR, while DGZ is traded in USD. To make them comparable, the DGZ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PPFB.DE achieves a -5.76% return, which is significantly lower than DGZ's 16.10% return.


PPFB.DE

1D
0.00%
1M
-8.95%
YTD
-5.76%
6M
-6.89%
1Y
23.29%
3Y*
25.83%
5Y*
10Y*

DGZ

1D
2.86%
1M
22.96%
YTD
16.10%
6M
23.43%
1Y
-5.03%
3Y*
-15.64%
5Y*
-8.58%
10Y*
-7.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFB.DE vs. DGZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPFB.DE
iShares Physical Gold ETC
-5.76%49.11%34.17%9.42%7.03%2.86%
DGZ
DB Gold Short Exchange Traded Notes
16.10%-40.56%-10.94%-7.60%11.44%2.84%

Correlation

The correlation between PPFB.DE and DGZ is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.35

Correlation (3Y)
Calculated over the trailing 3-year period

-0.32

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

-0.35

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Return for Risk

PPFB.DE vs. DGZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PPFB.DE
PPFB.DE Risk / Return Rank: 2727
Overall Rank
PPFB.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PPFB.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
PPFB.DE Omega Ratio Rank: 3131
Omega Ratio Rank
PPFB.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
PPFB.DE Martin Ratio Rank: 2525
Martin Ratio Rank

DGZ
DGZ Risk / Return Rank: 99
Overall Rank
DGZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DGZ Sortino Ratio Rank: 1010
Sortino Ratio Rank
DGZ Omega Ratio Rank: 1111
Omega Ratio Rank
DGZ Calmar Ratio Rank: 88
Calmar Ratio Rank
DGZ Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PPFB.DE vs. DGZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (PPFB.DE) and DB Gold Short Exchange Traded Notes (DGZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PPFB.DEDGZDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.19

1.06

+0.14

Calmar ratioReturn relative to maximum drawdown

1.06

-0.13

+1.20

Martin ratioReturn relative to average drawdown

2.94

-0.23

+3.17

PPFB.DE vs. DGZ - Sharpe Ratio Comparison

The current PPFB.DE Sharpe Ratio is 0.97, which is higher than the DGZ Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of PPFB.DE and DGZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PPFB.DE vs. DGZ - Drawdown Comparison

The maximum PPFB.DE drawdown since its inception was -22.04%, smaller than the maximum DGZ drawdown of -85.27%. Use the drawdown chart below to compare losses from any high point for PPFB.DE and DGZ.


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Drawdown Indicators


PPFB.DEDGZDifference

Max Drawdown

Largest peak-to-trough decline

-22.04%

-85.27%

+63.23%

Max Drawdown (1Y)

Largest decline over 1 year

-22.04%

-37.44%

+15.40%

Max Drawdown (3Y)

Largest decline over 3 years

-22.04%

-63.26%

+41.22%

Max Drawdown (5Y)

Largest decline over 5 years

-67.72%

Max Drawdown (10Y)

Largest decline over 10 years

-74.44%

Current Drawdown

Current decline from peak

-22.04%

-78.82%

+56.78%

Average Drawdown

Average peak-to-trough decline

-4.59%

-56.38%

+51.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

21.65%

-13.70%

Volatility

PPFB.DE vs. DGZ - Volatility Comparison

The current volatility for iShares Physical Gold ETC (PPFB.DE) is 8.03%, while DB Gold Short Exchange Traded Notes (DGZ) has a volatility of 44.93%. This indicates that PPFB.DE experiences smaller price fluctuations and is considered to be less risky than DGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPFB.DEDGZDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

44.93%

-36.90%

Volatility (6M)

Calculated over the trailing 6-month period

21.40%

59.01%

-37.61%

Volatility (1Y)

Calculated over the trailing 1-year period

24.22%

70.50%

-46.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

38.48%

-22.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

30.48%

-14.08%

PPFB.DE vs. DGZ - Expense Ratio Comparison

PPFB.DE has a 0.12% expense ratio, which is lower than DGZ's 0.75% expense ratio.


Dividends

PPFB.DE vs. DGZ - Dividend Comparison

Neither PPFB.DE nor DGZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PPFB.DE and DGZ have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PPFB.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PPFB.DE is cheaper with a 0.12% expense ratio, compared with 0.75% for DGZ.

PPFB.DE is categorized as Gold, while DGZ is Inverse Commodities. PPFB.DE tracks Gold, while DGZ tracks Deutsche Bank Liquid Commodity Index - Optimum Yield Gold Excess Return (-100%). They also come from different issuers: iShares and Deutsche Bank. Their fees differ too: 0.12% for PPFB.DE and 0.75% for DGZ.

Portfolio Optimizer

Find the right allocation for PPFB.DE and DGZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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